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Runge-Kutta Algorithm for the Numerical Integration of Stochastic Differential Equations

✍ Scribed by Kasdin, N. Jeremy

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Economical Runge–Kutta methods for numer

✍ F. Costabile; A. Napoli 📂 Article 📅 2008 🏛 Springer Netherlands 🌐 English ⚖ 450 KB

Implicit Stochastic Runge–Kutta Methods

✍ Kevin Burrage; Tianhai Tian 📂 Article 📅 2004 🏛 Springer Netherlands 🌐 English ⚖ 264 KB

Two-Stage Stochastic Runge-Kutta Methods

✍ T. H. Tian; K. Burrage 📂 Article 📅 2002 🏛 Springer Netherlands 🌐 English ⚖ 215 KB

Three-stage stochastic Runge–Kutta metho

✍ Peng Wang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 493 KB

Low-storage Runge–Kutta methods for stoc

✍ Dongjin Kim; Dan Stanescu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 310 KB

Numerical solution of stochastic differe

✍ M. Khodabin; K. Maleknejad; M. Rostami; M. Nouri 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 258 KB